This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.
The copyright of the original papers published on this site belongs to IEICE. Unauthorized use of the original or translated papers is prohibited. See IEICE Provisions on Copyright for details.
Copy
Byung-Gun PARK, Wook HYUN KWON, Jae-Won LEE, "Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems" in IEICE TRANSACTIONS on Fundamentals,
vol. E84-A, no. 9, pp. 2272-2279, September 2001, doi: .
Abstract: This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e84-a_9_2272/_p
Copy
@ARTICLE{e84-a_9_2272,
author={Byung-Gun PARK, Wook HYUN KWON, Jae-Won LEE, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems},
year={2001},
volume={E84-A},
number={9},
pages={2272-2279},
abstract={This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.},
keywords={},
doi={},
ISSN={},
month={September},}
Copy
TY - JOUR
TI - Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2272
EP - 2279
AU - Byung-Gun PARK
AU - Wook HYUN KWON
AU - Jae-Won LEE
PY - 2001
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E84-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2001
AB - This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.
ER -